Title :
On a property of the PARCOR coefficients of stationary processes having Gaussian-shaped acf
Author :
Jacovitti, G. ; Scarano, G.
Author_Institution :
University of Rome "La Spienza", Rome, Italy
fDate :
7/1/1987 12:00:00 AM
Abstract :
The function e-x2has many well-known mathematical properties. Here it is shown that if a stationary process has a Gaussian-shaped acf, then its PARCOR coefficients decay exponentially.
Keywords :
Active filters; Circuit simulation; Gaussian processes; MOS capacitors; MOSFET circuits; Principal component analysis; Resistors; Solid state circuits; Switches; Voltage;
Journal_Title :
Proceedings of the IEEE
DOI :
10.1109/PROC.1987.13829
